You almost always want to use some amount of oil. Even if it is a non-stick pan (such as anodized aluminum), the oil simply helps in developing the brown crust from searing. This also has the benefit of preventing the chicken from sticking to the pan.

When you place the chicken on the pan, make sure not to move it for several minutes. The meat will stick for the first few minutes of cooking but it will develope a crust shortly and will be easily separated from the pan. This is true of any pan you use. You would simply use less oil in a non-stick pan (do not use teflon if you're doing anything close to high-heat) than you would in a stainless steel or cast iron pan.